Target Price Playground
NXPI
$259.61
🟢
NXPI IV: 43.5% — LOW
(-28.9% vs 30d avg of 61.2%)
Options are cheap vs 30d avg — good time to BUY options (long calls/puts, debit spreads).
Forward Projection
If price hits $290 by Dec 18
Historical Backtest
Coming soon
Signal Backtest
Coming soon
📋 Strategy
Long Stock
Long Call
Long Put
Bull Call Spread
Bear Put Spread
Covered Call
Protective Put
Cash-Secured Put
Diagonal Put Spread
Long Straddle
Moderately bullish. Debit, capped max profit + loss.
🎯 Target
48d from today
⚙️ Legs
LONG CALL · $260 · Dec '26
Qty 1 · Premium $16.1 · Δ 0.48
SHORT CALL · $280 · Dec '26
Qty 1 · Premium $7.85 · Δ 0.3
P&L at Expiry
Stock (100 sh)
Bull Call Spread
Now
Target
💡 Stock vs Options at Target
If NXPI hits $290 by Dec 18: the bull call spread returns +$1,175 (142.4%) on $825 risked, vs +$3,039 (11.7%) for 100 shares on $25,961. Options give 12.2× capital efficiency.
📅 Expiry
Options expire Dec 18, 2026 (48 days out). P&L shown is the value at expiry if NXPI is at $290. Use the 30d / 60d / 90d / 180d pills to compare different expiries.
📊 Projected Return
P&L if NXPI hits $290 by Dec 18
+$1,175
+142.4% on $825 risked
Max Profit
+$1,175
If the stock ≥ $280 at expiry
Max Loss
−$825
Net debit
Break-even
$268.25
+3.33% from spot
Prob. of Target Hit
48%
IV-implied, 48d (rough)
Net Δ / Θ / V
17.69 / -2.66 / 3.1
per spread, per $1 move / day / vol pt
📋 Notes for each mode (not shown on real page)
Forward Projection
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — ship first.
Reprices legs at (target_price, target_date) via Black-Scholes. Works on existing BS service. Simplest mode — ship first.
Historical Backtest
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Uses our historical options chains to replay this exact strategy over past expirations. Needs: date picker, "rolling every N days", cumulative P&L chart.
Signal Backtest
"Run this strategy on every BUY-rated stock with score ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
"Run this strategy on every BUY-rated stock with score ≥ 80 for last 90d." Reuses score_backtest pipeline + strategy overlay.
Solve for Return
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
Inverse: user says "+50% in 90d", system solves for required price move, shows IV-implied probability. Pure math.
📊 P&L Scenarios — what happens at different prices and dates
| NXPI Price | Today | Nov 16 | Dec 2 | Dec 18 (exp) |
|---|---|---|---|---|
| $208 (-20%) | -$717 | -$773 | -$818 | -$825 |
| $221 (-15%) | -$613 | -$692 | -$786 | -$825 |
| $234 (-10%) | -$462 | -$548 | -$689 | -$825 |
| $247 (-5%) | -$269 | -$339 | -$479 | -$825 |
| $254 (-2%) | -$139 | -$188 | -$295 | -$825 |
| $260 (0%) ← spot | -$50 | -$80 | -$153 | -$825 |
| $265 (+2%) | +$41 | +$30 | -$2 | -$345 |
| $273 (+5%) | +$177 | +$197 | +$230 | +$434 |
| $286 (+10%) | +$394 | +$458 | +$585 | +$1,175 |
| $290 (+12%) ← target | +$462 | +$539 | +$687 | +$1,175 |
| $299 (+15%) | +$585 | +$680 | +$851 | +$1,175 |
| $312 (+20%) | +$744 | +$851 | +$1,017 | +$1,175 |
Uses NXPI's current IV for repricing. P&L includes all legs (stock + options). Qty: 1x.